Kerry Back
BUSI 721, Fall 2022
JGSB, Rice University
SPY = S&P 500 ETF
value of $1 investment with dividends reinvested
value of $1 investment with dividends reinvested
Box contains 25th percentile through 75th percentile
Median is indicated as a line in the box
Fences extend 1.5 times inter-quartile range from 25th and 75th percentiles or to the most extreme observation if that is closer to the box
Points outside the fences are outliers
Normal distribution has same mean and std dev as actual
No, the autocorrelation is almost zero.